paper

On a space discretization scheme for the Fractional Stochastic Heat Equations

arXiv:1102.4689

Abstract

In this work, we introduce a new discretization to the fractional Laplacian and use it to elaborate an approximation scheme for fractional heat equations perturbed by a multiplicative cylindrical white noise. In particular, we estimate the rate of convergence.

On a space discretization scheme for the Fractional Stochastic Heat Equations · wovepaper